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NMIH - NMI Holdings - Class A
Implied Volatility Analysis

Implied Volatility:
48.5%

NMI Holdings - Class A has an Implied Volatility (IV) of 48.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NMIH is 11 and the Implied Volatility Percentile (IVP) is 65. The current Implied Volatility Index for NMIH is 0.07 standard deviations away from its 1 year mean.

Market Cap$1.73B
Next Earnings Date11/1/2022 (31d)
Implied Volatility (IV) 30d
48.48
Implied Volatility Rank (IVR) 1y
11.41
Implied Volatility Percentile (IVP) 1y
65.26
Historical Volatility (HV) 30d
30.10
IV / HV
1.61
Open Interest
1.38K

Data was calculated after the 9/30/2022 closing.

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